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IDOG vs. JIVE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IDOG vs. JIVE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ALPS International Sector Dividend Dogs ETF (IDOG) and Jpmorgan International Value ETF (JIVE). The values are adjusted to include any dividend payments, if applicable.

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IDOG vs. JIVE - Yearly Performance Comparison


2026 (YTD)202520242023
IDOG
ALPS International Sector Dividend Dogs ETF
8.50%39.94%1.35%7.34%
JIVE
Jpmorgan International Value ETF
6.68%49.80%11.22%5.38%

Returns By Period

In the year-to-date period, IDOG achieves a 8.50% return, which is significantly higher than JIVE's 6.68% return.


IDOG

1D
2.48%
1M
-2.23%
YTD
8.50%
6M
18.68%
1Y
37.17%
3Y*
19.99%
5Y*
13.61%
10Y*
10.63%

JIVE

1D
2.99%
1M
-6.76%
YTD
6.68%
6M
16.90%
1Y
42.49%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IDOG vs. JIVE - Expense Ratio Comparison

IDOG has a 0.50% expense ratio, which is lower than JIVE's 0.55% expense ratio.


Return for Risk

IDOG vs. JIVE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IDOG
IDOG Risk / Return Rank: 9494
Overall Rank
IDOG Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
IDOG Sortino Ratio Rank: 9595
Sortino Ratio Rank
IDOG Omega Ratio Rank: 9393
Omega Ratio Rank
IDOG Calmar Ratio Rank: 9191
Calmar Ratio Rank
IDOG Martin Ratio Rank: 9696
Martin Ratio Rank

JIVE
JIVE Risk / Return Rank: 9595
Overall Rank
JIVE Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
JIVE Sortino Ratio Rank: 9696
Sortino Ratio Rank
JIVE Omega Ratio Rank: 9696
Omega Ratio Rank
JIVE Calmar Ratio Rank: 9393
Calmar Ratio Rank
JIVE Martin Ratio Rank: 9595
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IDOG vs. JIVE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ALPS International Sector Dividend Dogs ETF (IDOG) and Jpmorgan International Value ETF (JIVE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


IDOGJIVEDifference

Sharpe ratio

Return per unit of total volatility

2.27

2.52

-0.25

Sortino ratio

Return per unit of downside risk

3.08

3.20

-0.12

Omega ratio

Gain probability vs. loss probability

1.43

1.50

-0.07

Calmar ratio

Return relative to maximum drawdown

3.23

3.50

-0.27

Martin ratio

Return relative to average drawdown

16.27

14.57

+1.70

IDOG vs. JIVE - Sharpe Ratio Comparison

The current IDOG Sharpe Ratio is 2.27, which is comparable to the JIVE Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of IDOG and JIVE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IDOGJIVEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.27

2.52

-0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

1.90

-1.40

Correlation

The correlation between IDOG and JIVE is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

IDOG vs. JIVE - Dividend Comparison

IDOG's dividend yield for the trailing twelve months is around 3.59%, more than JIVE's 2.70% yield.


TTM20252024202320222021202020192018201720162015
IDOG
ALPS International Sector Dividend Dogs ETF
3.59%4.26%4.90%4.86%4.46%3.85%3.00%5.41%4.50%3.33%4.01%4.19%
JIVE
Jpmorgan International Value ETF
2.70%2.88%2.48%0.74%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

IDOG vs. JIVE - Drawdown Comparison

The maximum IDOG drawdown since its inception was -37.32%, which is greater than JIVE's maximum drawdown of -13.79%. Use the drawdown chart below to compare losses from any high point for IDOG and JIVE.


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Drawdown Indicators


IDOGJIVEDifference

Max Drawdown

Largest peak-to-trough decline

-37.32%

-13.79%

-23.53%

Max Drawdown (1Y)

Largest decline over 1 year

-11.18%

-11.96%

+0.78%

Max Drawdown (5Y)

Largest decline over 5 years

-25.31%

Max Drawdown (10Y)

Largest decline over 10 years

-37.32%

Current Drawdown

Current decline from peak

-2.23%

-7.13%

+4.90%

Average Drawdown

Average peak-to-trough decline

-8.03%

-1.95%

-6.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.22%

2.87%

-0.65%

Volatility

IDOG vs. JIVE - Volatility Comparison

The current volatility for ALPS International Sector Dividend Dogs ETF (IDOG) is 6.29%, while Jpmorgan International Value ETF (JIVE) has a volatility of 7.78%. This indicates that IDOG experiences smaller price fluctuations and is considered to be less risky than JIVE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IDOGJIVEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.29%

7.78%

-1.49%

Volatility (6M)

Calculated over the trailing 6-month period

9.76%

11.07%

-1.31%

Volatility (1Y)

Calculated over the trailing 1-year period

16.45%

16.93%

-0.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.57%

14.85%

+0.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.48%

14.85%

+2.63%